PCA Index Dashboard Examples

This script was last run at 2024-03-21 20:31:40.711308+00:00 (UTC)
In US/Central Time, this is 2024-03-21 15:31:40.711308-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897164	-0.475079	0.085982	-0.008381	0.545424	0.254582
1997-01-03	-0.885454	-0.475079	-0.155818	0.007132	0.745003	0.205421
1997-01-06	-0.881551	-0.475079	-0.064391	-0.016137	0.777880	0.269367
1997-01-07	-0.881551	-0.454256	-0.129352	-0.047161	0.837506	0.382987
1997-01-08	-0.893261	-0.454256	-0.022287	-0.085942	0.785542	0.496214
...	...	...	...	...	...	...
2024-03-14	-0.862036	-1.474591	-0.724828	1.760011	0.887724	0.499591
2024-03-15	-0.858133	-1.495414	-0.723626	1.690206	0.831737	0.578882
2024-03-18	-0.869842	-1.474591	-0.733249	1.651425	0.714449	0.682754
2024-03-19	-0.881551	-1.464179	-0.794601	1.659181	0.739024	0.558663
2024-03-20	-0.865939	-1.401710	-0.888434	1.721230	0.828192	0.465892

7191 rows × 6 columns

../_images/e1b349435936d9fccf239913a965552574e1e52b4a048ee71e97de132b3d3860.png

pc1

DATE
1997-01-02   -0.577919
1997-01-03   -0.684068
1997-01-06   -0.666971
1997-01-07   -0.703345
1997-01-08   -0.673012
                ...   
2024-03-14   -1.593715
2024-03-15   -1.581873
2024-03-18   -1.565050
2024-03-19   -1.572760
2024-03-20   -1.596907
Name: PC1, Length: 7191, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

../_images/aebd3f9a885e2c527a2461640385f54ab3053d64cfe9c95365e066e4f31bc0a1.png

fig = px.line(pc1)
fig.show()

../_images/23120f3dfae6b293f5092924329f590df8585a14adb71f7a881dca312755334d.png

PCA Index Dashboard Examples#